# Copyright (c) 2025-2026 马建军. All rights reserved. # 专有软件 — 未经授权禁止复制、传播、转售。 # 严禁用于:带单/代客理财、向他人推荐期货品种或买卖建议、融资配资等业务。 # 详见 LICENSE.zh-CN.txt 与 docs/软件购买与使用协议.md """按账户资金筛选可开仓品种(保证金与仓位纪律)。""" from __future__ import annotations import logging import math from concurrent.futures import ThreadPoolExecutor from typing import Callable, Optional from contract_specs import get_contract_spec from fee_specs import calc_fee_breakdown from recommend_trend import analyze_product_daily, sort_recommend_by_trend from symbols import PRODUCTS, product_category logger = logging.getLogger(__name__) def _attach_turnover(row: dict) -> None: """成交额 = 昨日成交量(手) × 昨收 × 合约乘数。""" try: vol = float(row.get("volume") or 0) price = float(row.get("prev_close") or row.get("price") or 0) mult = float(row.get("mult") or 0) except (TypeError, ValueError): return if vol > 0 and price > 0 and mult > 0: row["turnover"] = round(vol * price * mult, 2) def _letters_from_ths(ths_code: str) -> str: import re m = re.match(r"^([A-Za-z]+)", (ths_code or "").strip()) return m.group(1) if m else "" def assess_product_for_capital( product: dict, capital: float, price: Optional[float], *, max_margin_pct: float = 30.0, default_stop_ticks: int = 20, reward_risk_ratio: float = 2.0, trading_mode: str = "simulation", ) -> dict: """评估单品种在当前资金下是否可交易。""" ths = product.get("ths") or "" name = product.get("name") or ths exchange = product.get("exchange") or "" category = product.get("category") or product_category(ths) spec = get_contract_spec(ths + "8888") mult = spec["mult"] margin_rate = spec["margin_rate"] tick = float(spec.get("tick_size") or 1.0) p = float(price) if price and price > 0 else 0.0 cap = float(capital or 0) margin_pct = max(1.0, min(100.0, float(max_margin_pct or 30.0))) if p <= 0: return { "ths": ths, "name": name, "exchange": exchange, "category": category, "mult": mult, "tick_size": tick, "status": "no_price", "status_label": "暂无行情", "min_capital_one_lot": None, "margin_one_lot": None, "max_lots": 0, "risk_one_lot_1pct": None, } margin_one = p * mult * margin_rate min_capital = margin_one / (margin_pct / 100.0) if margin_pct > 0 else margin_one margin_budget = cap * margin_pct / 100.0 if cap > 0 else 0.0 max_lots = int(math.floor(margin_budget / margin_one)) if margin_one > 0 and margin_budget > 0 else 0 stop_dist = tick * default_stop_ticks risk_one_lot = stop_dist * mult risk_pct_1lot = (risk_one_lot / cap * 100) if cap > 0 else 999.0 ref_sl = round(p - stop_dist, 4) ref_tp = round(p + stop_dist * reward_risk_ratio, 4) fee_ths = ths + "8888" try: fee_info = calc_fee_breakdown( fee_ths, p, p, 1.0, open_time="", close_time="", trading_mode=trading_mode, ) except Exception as exc: logger.debug("recommend fee calc failed %s: %s", ths, exc) fee_info = {"open_fee": 0.0, "total_fee": 0.0} can_margin = max_lots >= 1 can_risk = cap > 0 and risk_one_lot <= cap * 0.01 if can_margin and can_risk: status, label = "ok", f"最大 {max_lots} 手" elif can_margin: status, label = "margin_ok", f"最大 {max_lots} 手·止损偏宽" else: status, label = "blocked", "资金不足" return { "ths": ths, "name": name, "exchange": exchange, "category": category, "price": round(p, 4), "mult": mult, "tick_size": tick, "margin_one_lot": round(margin_one, 2), "min_capital_one_lot": round(min_capital, 2), "max_lots": max_lots, "margin_budget": round(margin_budget, 2), "max_margin_pct": margin_pct, "risk_one_lot_1pct": round(risk_one_lot, 2), "risk_pct_1lot_at_1pct_rule": round(risk_pct_1lot, 2), "ref_stop_loss": ref_sl, "ref_take_profit": ref_tp, "open_fee_one_lot": fee_info["open_fee"], "roundtrip_fee_one_lot": fee_info["total_fee"], "status": status, "status_label": label, } def list_product_recommendations( capital: float, quote_fn: Callable[[str], Optional[dict]], *, max_margin_pct: float = 30.0, trading_mode: str = "simulation", ) -> list[dict]: """扫描全部品种并排序:可开且纪律友好 > 可开 > 不足。quote_fn(品种代码) -> {price, ths_code, ...}""" def _one(product: dict) -> dict: ths = product["ths"] try: quote = quote_fn(ths) or {} price = quote.get("price") row = assess_product_for_capital( product, capital, price, max_margin_pct=max_margin_pct, trading_mode=trading_mode, ) main_code = (quote.get("ths_code") or "").strip() row["main_code"] = main_code if main_code: row.update(analyze_product_daily(main_code)) _attach_turnover(row) return row except Exception as exc: logger.warning("recommend product failed %s: %s", ths, exc) spec = get_contract_spec(ths + "8888") return { "ths": ths, "name": product.get("name") or ths, "exchange": product.get("exchange") or "", "category": product.get("category") or product_category(ths), "mult": spec["mult"], "tick_size": float(spec.get("tick_size") or 1.0), "status": "no_price", "status_label": "计算失败", "main_code": "", "max_lots": 0, } with ThreadPoolExecutor(max_workers=10) as pool: rows = list(pool.map(_one, PRODUCTS)) return sort_recommend_by_trend(rows)